5.60Open6.70Pre Close1 Volume439 Open Interest95.00Strike Price560.00Turnover32.98%IV1.89%PremiumAug 16, 2024Expiry Date3.73Intrinsic Value100Multiplier22DDays to Expiry1.87Extrinsic Value100Contract SizeAmericanOptions Type0.7102Delta0.0427Gamma17.79Leverage Ratio-0.0718Theta0.0391Rho12.63Eff Leverage0.0832Vega